Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic

Autor: Nicholas Mangee, Roman Frydman

Publikováno v: Journal of Risk and Financial Management, Vol 14, Iss 521, p 521 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 11

This study introduces a novel index based on expectations concordance for explaining stock-price volatility when novel events that are each somewhat unique cause unforeseeable change and Knightian uncertainty in the process driving outcomes. Expectat

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdbe4b4227aa9f3c9c6ae33e9b7ee78e
https://www.mdpi.com/1911-8074/14/11/521